-42.7%
ETHA vs MOD
+45.0%
-87.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -3.4% |
| 7D | +0.8% | +9.6% | -8.8% | -0.8% |
| 30D | +27.9% | 0.0% | +27.9% | +27.5% |
| 3M | +38.3% | -35.4% | +73.7% | +49.5% |
| 6M | +14.0% | -7.3% | +21.2% | +12.3% |
| YTD | -17.4% | +45.8% | -63.2% | -28.9% |
| 1Y | -42.7% | +43.1% | -85.8% | -50.5% |
| All | -42.7% | +45.0% | -87.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling